I mean LS support it in the build PHP wizard like Memache, for easy setup.

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it depends on how the extension gets compiled in regular php (http://php.net/manual/en/memcached.installation.php). since memcached is a pecl package, what was provided to you in the previous post is the standard way to compile in lsphp. you can also use '--with-libmemcached-dir=...' option in php compile GUI which is closer to what you desire.